//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~isPartOf:"Cowles Foundation discussion paper"
~source:"econis"
~subject:"Robustes Verfahren"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autocorrelation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Robustes Verfahren
Stochastischer Prozess
Autocorrelation
41
Autokorrelation
41
Theorie
19
Theory
19
Estimation theory
18
Schätztheorie
18
Time series analysis
18
Zeitreihenanalyse
18
Einheitswurzeltest
9
Unit root test
9
Nichtlineare Regression
6
Nonlinear regression
6
Heteroscedasticity
5
Heteroskedastizität
5
Statistical test
5
Statistischer Test
5
IV-Schätzung
4
Induktive Statistik
4
Instrumental variables
4
Regression analysis
4
Regressionsanalyse
4
Statistical inference
4
ARCH model
3
ARCH-Modell
3
Correlation
3
Estimation
3
Korrelation
3
Method of moments
3
Momentenmethode
3
Panel
3
Panel study
3
Robust statistics
3
Saisonale Schwankungen
3
Schätzung
3
Seasonal variations
3
Stochastic process
3
VAR model
3
VAR-Modell
3
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Phillips, Peter C. B.
4
Rahbek, Anders
2
Sun, Yixiao
2
Agosto, Arianna
1
Cavaliere, Giuseppe
1
Dalla, Violetta
1
Fokianos, Konstantinos
1
Giraitis, Liudas
1
Han, Chirok
1
Jin, Sainan
1
Kristensen, Dennis
1
Sul, Donggyu
1
Tjøstheim, Dag
1
more ...
less ...
Published in...
All
CREATES research paper
Cowles Foundation discussion paper
Journal of econometrics
9
Econometric theory
7
Cowles Foundation Discussion Paper
3
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Journal of empirical finance
3
Recent work / Department of Economics, UC San Diego
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
CAMA Working Paper
2
Discussion papers in economics
2
Dresdner Beiträge zu quantitativen Verfahren
2
Economics bulletin : EB
2
Economics letters
2
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
L' Actualité économique : revue trimest.
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Working papers in economics and econometrics
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
BIS Working Paper
1
Bulletin of economic research
1
CAE working paper
1
CAMA working paper series
1
CESifo working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cambridge working papers in economics
1
Chicago Booth Research Paper
1
CoFE discussion papers
1
Computational economics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Discussion paper
1
Discussion paper series / Center for Economic Studies, Leuven
1
Discussion paper series / Harvard Institute of Economic Research
1
Discussion paper series / University of Essex, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
2
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
3
Uniform asymptotic normality in stationary and unit root autoregression
Han, Chirok
;
Phillips, Peter C. B.
;
Sul, Donggyu
-
2010
Persistent link: https://www.econbiz.de/10003925361
Saved in:
4
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
-
2009
Persistent link: https://www.econbiz.de/10003849524
Saved in:
5
Optimal bandwidth choice for interval estimation in GMM regression
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767435
Saved in:
6
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->